+571.7%
SMTC vs IVZ
+140.4%
+431.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -2.2% | +12.2% | +11.8% |
| 7D | +22.9% | +1.1% | +21.9% | +21.6% |
| 30D | +16.6% | +3.1% | +13.5% | +13.5% |
| 3M | +2.4% | +18.2% | -15.8% | -11.2% |
| 6M | +98.3% | +38.6% | +59.7% | +49.5% |
| YTD | +120.7% | +25.9% | +94.8% | +78.3% |
| 1Y | +168.3% | +51.7% | +116.6% | +83.1% |
| 3Y | +571.7% | +138.7% | +433.1% | +169.6% |
| All | +571.7% | +140.4% | +431.3% | +169.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded IVZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling